Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.625 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49633.2 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43605.03 Kr¶

PnL: ---------------------------------------> -1270.55 Kr¶

DD now: ---------------------------------> -6.565 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 13:14:57.326373'

This Week¶

Return: -2.188 %¶

Total portfolio value¶

Return including deposits: 62.511 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 7.400000 1534.720000 111.720000 7.850000 1423.000014
Profoto Holding 7 2.390000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -0.950000 209.000000 10.000000 5.030000 199.000000
Hennes & Mauritz B 6 -1.080000 915.120000 3.120000 0.340000 912.000000
Atrium Ljungberg B 5 0.280000 896.500000 -7.500000 -0.830000 904.000000
JM 7 0.220000 942.200000 -7.800000 -0.820000 950.000002
Biotage 1 -2.460000 138.500000 -10.500000 -7.050000 149.000000
ASSA ABLOY B 4 -0.850000 980.400000 -12.600000 -1.270000 993.000000
Vitrolife 3 1.000000 663.600000 -13.400000 -1.980000 677.000001
AcadeMedia 20 -0.580000 964.400000 -13.600000 -1.390000 978.000000
OX2 12 -1.350000 894.360000 -14.640000 -1.610000 909.000000
Eastnine 6 -2.190000 642.000000 -15.000000 -2.280000 657.000000
Gränges 10 0.490000 1023.000000 -16.000000 -1.540000 1039.000000
BioGaia B 8 0.910000 888.000000 -16.000000 -1.770000 904.000000
Bufab 3 -0.060000 1059.000000 -17.000000 -1.580000 1076.000001
Latour B 4 -1.510000 835.200000 -20.800000 -2.430000 856.000000
Vitec Software Group B 2 -1.990000 1083.000000 -21.000000 -1.900000 1104.000000
Investor B 3 -0.400000 635.100000 -22.900000 -3.480000 657.999999
INVISIO 15 -0.210000 3547.500000 -24.500000 -0.690000 3571.999995
Addnode Group B 7 -1.260000 876.400000 -28.600000 -3.160000 904.999998
Sandvik 4 0.100000 819.200000 -28.800000 -3.400000 848.000000
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Alimak Group 12 0.370000 975.600000 -31.400000 -3.120000 1007.000004
SKF B 5 0.000000 948.500000 -31.500000 -3.210000 980.000000
Hoist Finance 36 0.740000 979.200000 -31.800000 -3.150000 1010.999988
Sagax A 4 -2.290000 852.000000 -34.000000 -3.840000 886.000000
Sagax B 4 -1.980000 850.800000 -34.200000 -3.860000 885.000000
Hexatronic Group 15 -1.440000 1029.600000 -41.400000 -3.870000 1071.000000
Byggmax Group 33 -1.130000 925.320000 -41.680000 -4.310000 966.999990
EQT 4 -2.450000 828.400000 -44.600000 -5.110000 873.000000
Orrön Energy 170 -2.650000 2000.050000 -45.950000 -2.250000 2045.999980
Catena 2 0.000000 756.400000 -49.600000 -6.150000 806.000000
Platzer Fastigheter Holding B 12 -1.060000 898.800000 -52.200000 -5.490000 951.000000
Hexagon B 26 -0.940000 3352.180000 -67.820000 -1.980000 3420.000012
HEXPOL B 8 -5.860000 886.400000 -70.600000 -7.380000 957.000000
VEF 788 -1.040000 1793.490000 -109.510000 -5.750000 1903.000300
Sedana Medical 93 0.800000 2585.400000 -398.180000 -13.350000 2983.577733
TOTAL 43612.540000 -1263.040000 -6.55048% 44875.578016

Updated:¶

'2023-06-21 13:13:03.549460'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶